trading-analysis

trading-analysis: Tick-Level Money Flow Analysis

Architecture

trading-analysis CLI
        |
        v
  miniqmt_cli.client.transport (HTTP)
        |
        v
  miniqmt-cli daemon (Windows, port 8765)
        |
        v
  xtquant tick snapshots (3-second intervals)

Requires: miniqmt-cli daemon running + SSH tunnel active. Verify with miniqmt-cli health before use.

How It Works

1. Fetches 3-second tick snapshots from the daemon (/data/ticks)
2. Diffs adjacent snapshots to get per-interval delta (amount, volume, trade count)
3. Classifies direction: lastPrice >= ask1 = active buy, <= bid1 = active sell, else neutral (split 50/50)
4. Hybrid tier assignment: avg_amount = delta_amount / delta_trades determines tier, delta_amount is accumulated
5. Aggregates buy/sell/net per tier, computes main force net (xlarge + large) and retail net (medium + small)

Tier Thresholds (Default)

Tier	Average Per-Trade Amount	Label
Extra-large	>= 100 wan (1,000,000)	超大单
Large	20 ~ 100 wan	大单
Medium	4 ~ 20 wan	中单
Small	< 4 wan	小单

Thresholds are configurable via --thresholds.

Commands

# Single stock, today, full trading day
trading-analysis moneyflow --code 002028.SZ

# Specify date (historical)
trading-analysis moneyflow --code 002028.SZ --date 20260416

# Custom time range
trading-analysis moneyflow --code 002028.SZ --start 093000 --end 110000

# Multiple stocks (outputs per-stock tables + ranking)
trading-analysis moneyflow --code 002028.SZ --code 000859.SZ --code 300618.SZ

# JSON output
trading-analysis moneyflow --code 002028.SZ --format json

# Custom thresholds (wan): small/medium boundary, medium/large, large/xlarge
trading-analysis moneyflow --code 002028.SZ --thresholds 4,20,100

# Use specific miniqmt-cli client config
trading-analysis moneyflow --code 002028.SZ --config ~/.miniqmt_cli/client.toml

Real-time Mode (--live)

Polls the daemon for latest tick snapshots every N seconds, accumulates deltas into a running summary, and displays via Rich Live (in-place terminal refresh). Ctrl+C to stop; prints final summary on exit.

# Single stock real-time (default 10s refresh)
trading-analysis moneyflow --code 002028.SZ --live

# Multiple stocks real-time ranking
trading-analysis moneyflow --code 002028.SZ --code 000859.SZ --code 300618.SZ --live

# Custom refresh interval (30 seconds)
trading-analysis moneyflow --code 002028.SZ --live --interval 30

• Single stock: full four-tier table, updated in-place
• Multiple stocks: compact ranking table sorted by main force net inflow
• Requires market hours for meaningful data; outside trading hours the display will show zeros
• Combine with --signal to get alert-on-trigger behavior; see Signal Expressions below.

Signal Expressions (--signal)

Live mode supports a minimal expression language for triggering alerts when conditions are met. The expression is evaluated every refresh interval against the running per-stock state.

# Alert when main force is net buying AND price is above MA20
trading-analysis moneyflow --code 002028.SZ --live \
  --signal "main_net > 0 and price > ma20"

# Alert on a reversal signal
trading-analysis moneyflow --code 002028.SZ --live \
  --signal "main_net > 500000 and ma5 > ma20"

# Multiple stocks — signal is evaluated per code independently
trading-analysis moneyflow --code 002028.SZ --code 000859.SZ --live \
  --signal "main_net > 0"

Variables (all in yuan unless noted):

Variable	Meaning
main_net	Main force net inflow (xlarge + large tiers)
retail_net	Retail net inflow (medium + small tiers)
price	Latest tick lastPrice
ma5 / ma10 / ma20 / ma60	Simple moving average of that many 1-minute closes

Operators: >, <, >=, <=, ==, and, or (lowercase only).

Literals: integers and floats; numbers are in yuan (e.g. 500000 = 50 wan).

Semantics:

• If any referenced variable is None (e.g. MA window not yet filled), the signal is not triggered — no false positives during warm-up.
• MA windows are auto-detected from the expression; ma20 triggers a preload of 20 1-minute klines before the live loop starts.
• Trigger flips edge-sensitive: the alert fires once when False → True. It re-arms when the expression goes back to False.

Output: when triggered, the live display prints a red banner >>> 002028.SZ 信号触发: <expr> <<< and the footer shows "已触发: [codes]". On Ctrl+C exit, a final summary lists which codes ever triggered.

Limitations:

• No parentheses — precedence is strictly cmp → and → or with left-to-right evaluation.
• No arithmetic (+, -, *, /) inside expressions — compare variables to literal thresholds only.
• No historical lookback beyond the MA window (no "price N minutes ago").

Parameter Reference

Parameter	Default	Format
--code	(required, multiple)	XXXXXX.SZ / XXXXXX.SH
--date	today	YYYYMMDD
--start	093000	HHMMSS
--end	150000	HHMMSS
--format	table	table / json / csv
--thresholds	4,20,100	comma-separated wan
--config	from miniqmt-cli client.toml	path
--live	off	flag
--interval	10	seconds

Output Example

002028.SZ  2026-04-16 09:30 ~ 15:00
──────────────────────────────────────────────────
档位       买入(万)    卖出(万)    净流入(万)   方向
超大单      1,230.5      480.2      +750.3    净流入
大单          860.1      920.3       -60.2    净流出
中单          340.7      290.1       +50.6    净流入
小单          180.3      210.8       -30.5    净流出
──────────────────────────────────────────────────
主力合计                             +690.1    净流入
散户合计                              +20.1    净流入

统计: 快照 4,800 条 | 有效区间 4,799 | 买入 2,103 | 卖出 2,288 | 中性 408

Multiple stocks append a ranking:

── 主力净流入排名 ──
#1  002028.SZ  +690.1万
#2  300618.SZ  +120.3万
#3  000859.SZ   -45.2万

Interpreting Results

• 主力合计 > 0: Main force (institutions/large traders) net buying -- bullish signal
• 主力合计 < 0: Main force net selling -- bearish signal
• 超大单 dominant: Likely institutional activity
• 大单 dominant without 超大单: Could be large retail or small institutional
• All activity in 小单/中单: Retail-driven, no clear institutional signal

Troubleshooting

Symptom	Cause	Fix
"cannot reach daemon"	SSH tunnel or daemon down	miniqmt-cli health; restart tunnel/daemon
"无数据"	Non-trading hours, invalid code, or no cached data	Check code format, try during market hours
All tiers show 0	No trading activity in the time range	Widen the time range
大单/超大单 always 0	3-second avg too small to hit threshold	Lower thresholds: --thresholds 2,10,50
Live mode shows all zeros	Outside trading hours, no new ticks	Run during market hours (09:30-15:00)
Live mode not updating	Daemon not returning fresh snapshots	Check miniqmt-cli health; ensure miniQMT client is open

Related Skills

• miniqmt-cli — The daemon and data source underneath; the only supported way to reach the trading daemon